Idiomatic Haskell is not generally as fast as mutable C/Java/etc. Creating/evaluating thunks is not fast and immutable data structures often result in excess object creation. When you need them, there is no real substitute for unboxed mutable arrays, something Haskell does NOT make easy.
Haskell is one of my favorite languages, the performance story just isn't quite what I want it to be. I do, however, think that there is plenty of room for improvement, i.e. there is no principled reason Haskell can't compete.